Recursive Estimation of the Stein Center of SPD Matrices and Its Applications

Hesamoddin Salehian, Guang Cheng, Baba C. Vemuri, Jeffrey Ho; Proceedings of the IEEE International Conference on Computer Vision (ICCV), 2013, pp. 1793-1800

Symmetric positive-definite (SPD) matrices are ubiquitous in Computer Vision, Machine Learning and Medical Image Analysis. Finding the center/average of a population of such matrices is a common theme in many algorithms such as clustering, segmentation, principal geodesic analysis, etc. The center of a population of such matrices can be defined using a variety of distance/divergence measures as the minimizer of the sum of squared distances/divergences from the unknown center to the members of the population. It is well known that the computation of the Karcher mean for the space of SPD matrices which is a negativelycurved Riemannian manifold is computationally expensive. Recently, the LogDet divergence-based center was shown to be a computationally attractive alternative. However,the LogDet-based mean of more than two matrices can not be computed in closed form, which makes it computationally less attractive for large populations. In this paper we present a novel recursive estimator for center based on the Stein distance – which is the square root of the LogDet divergence – that is significantly faster than the batch mode computation of this center. The key theoretical contribution is a closed-form solution for the weighted Stein center of two SPD matrices, which is used in the recursive computation of the Stein center for a population of SPD matrices. Additionally, we show experimental evidence of the convergence of our recursive Stein center estimator to the batch mode Stein center. We present applications of our recursive estimator to K-means clustering and image indexing depicting significant time gains over corresponding algorithms that use the batch mode computations. For the latter application, we develop novel hashing functions using the Stein distance and apply it to publicly available data sets, and experimental results have shown favorable comparisons to other competing methods.